Prediction of long memory processes on same-realisation (Q2655052)
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scientific article
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| English | Prediction of long memory processes on same-realisation |
scientific article |
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Prediction of long memory processes on same-realisation (English)
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22 January 2010
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linear prediction
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long memory
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least-squares predictor based on finite past
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Toeplitz matrix
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simulations
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0.8376988768577576
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0.8075201511383057
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0.8039911389350891
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0.7974810600280762
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0.7961482405662537
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